+225.7%
VIK vs DD
+37.9%
+187.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -0.9% | -3.5% | +2.6% | +1.1% |
| 30D | -18.4% | -11.7% | -6.8% | -12.7% |
| 3M | -8.8% | -9.2% | +0.5% | -4.2% |
| 6M | +17.1% | -7.2% | +24.3% | +21.0% |
| YTD | +19.0% | +6.6% | +12.4% | +13.1% |
| 1Y | +30.1% | +32.0% | -1.9% | +7.5% |
| All | +225.7% | +37.9% | +187.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling